IS0D.DE vs. ABR
IS0D.DE (iShares Oil & Gas Exploration & Production UCITS ETF) is Energy Equities fund tracking the S&P Commodity Producers Oil & Gas Exploration & Production, while ABR (Arbor Realty Trust, Inc.) is a stock. Over the past 10 years, IS0D.DE returned 6.95%/yr vs 7.70%/yr for ABR. At a 0.20 correlation, their price movements are largely independent.
Performance
IS0D.DE vs. ABR - Performance Comparison
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Different Trading Currencies
IS0D.DE is traded in EUR, while ABR is traded in USD. To make them comparable, the ABR values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IS0D.DE achieves a 30.64% return, which is significantly higher than ABR's -26.38% return. Over the past 10 years, IS0D.DE has underperformed ABR with an annualized return of 6.95%, while ABR has yielded a comparatively higher 7.70% annualized return.
IS0D.DE
- 1D
- 0.10%
- 1M
- -3.31%
- YTD
- 30.64%
- 6M
- 23.16%
- 1Y
- 36.10%
- 3Y*
- 11.88%
- 5Y*
- 17.33%
- 10Y*
- 6.95%
ABR
- 1D
- -4.82%
- 1M
- -33.51%
- YTD
- -26.38%
- 6M
- -36.02%
- 1Y
- -40.42%
- 3Y*
- -20.29%
- 5Y*
- -12.10%
- 10Y*
- 7.70%
IS0D.DE vs. ABR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS0D.DE iShares Oil & Gas Exploration & Production UCITS ETF | 30.64% | -4.44% | 3.13% | -0.98% | 44.39% | 86.31% | -39.08% | 13.51% | -18.94% | -15.78% |
ABR Arbor Realty Trust, Inc. | -26.38% | -44.17% | 9.97% | 25.84% | -15.81% | 49.85% | 0.97% | 58.70% | 36.15% | 11.04% |
Correlation
The correlation between IS0D.DE and ABR is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2012 | 0.20 |
The correlation between IS0D.DE and ABR shifts across timeframes, from 0.00 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IS0D.DE vs. ABR — Risk / Return Rank
IS0D.DE
ABR
IS0D.DE vs. ABR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) and Arbor Realty Trust, Inc. (ABR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| IS0D.DE | ABR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.33 | ||
| Sortino ratioReturn per unit of downside risk | +3.14 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.82 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | -0.77 | +2.80 |
| Martin ratioReturn relative to average drawdown | 5.02 | -1.50 | +6.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IS0D.DE | ABR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | -1.00 | +2.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | -0.33 | +0.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.19 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.05 | +0.04 |
Drawdowns
IS0D.DE vs. ABR - Drawdown Comparison
The maximum IS0D.DE drawdown since its inception was -79.47%, smaller than the maximum ABR drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for IS0D.DE and ABR.
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Drawdown Indicators
| IS0D.DE | ABR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.47% | -96.27% | +16.80% |
Max Drawdown (1Y)Largest decline over 1 year | -17.75% | -52.59% | +34.84% |
Max Drawdown (3Y)Largest decline over 3 years | -30.80% | -61.44% | +30.64% |
Max Drawdown (5Y)Largest decline over 5 years | -32.34% | -61.44% | +29.10% |
Max Drawdown (10Y)Largest decline over 10 years | -73.73% | -72.41% | -1.32% |
Current DrawdownCurrent decline from peak | -9.82% | -61.44% | +51.62% |
Average DrawdownAverage peak-to-trough decline | -27.09% | -35.18% | +8.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.18% | 26.90% | -19.72% |
Volatility
IS0D.DE vs. ABR - Volatility Comparison
The current volatility for iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) is 7.78%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 21.59%. This indicates that IS0D.DE experiences smaller price fluctuations and is considered to be less risky than ABR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS0D.DE | ABR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.78% | 21.59% | -13.81% |
Volatility (6M)Calculated over the trailing 6-month period | 22.48% | 33.87% | -11.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.99% | 40.78% | -13.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.37% | 36.51% | -6.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.12% | 40.07% | -6.95% |
Dividends
IS0D.DE vs. ABR - Dividend Comparison
IS0D.DE has not paid dividends to shareholders, while ABR's dividend yield for the trailing twelve months is around 20.38%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABR Arbor Realty Trust, Inc. | 20.38% | 17.14% | 12.42% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 11.22% | 8.33% | 8.31% | 8.11% |
IS0D.DE iShares Oil & Gas Exploration & Production UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IS0D.DE and ABR have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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